+30.7%
EMB vs ED
+105.2%
-74.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.3% | +1.9% | -2.2% | -0.5% |
| 3M | -0.3% | +1.9% | -2.1% | -0.5% |
| 6M | +0.7% | -2.3% | +3.0% | +0.9% |
| YTD | +1.3% | +10.9% | -9.6% | 0.0% |
| 1Y | +4.7% | +14.5% | -9.8% | +3.0% |
| 3Y | +30.1% | +33.4% | -3.3% | +25.3% |
| 5Y | +6.9% | +67.3% | -60.4% | +0.7% |
| 10Y | +30.7% | +110.7% | -79.9% | +15.7% |
| All | +30.7% | +105.2% | -74.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling